TERMS AND CONDITIONS
https://www.bankofcanada.ca/terms/
NAME
"Customer liquidity is more prevalent when trading volumes are higher"
DESCRIPTION
"Customer liquidity is more prevalent when trading volumes are higher"
"Trading volumes by day and type of liquidity in Billions of dollars"
"This file contains data based on the Bank of Canada research paper described above. The data is not an official statistical release by the Bank of Canada, and it is provided on a voluntary basis by the author(s). The Bank and the author(s) are not responsible for errors in this file and do not guarantee that the series will be updated in the future."
"Sources: MTRS 2.0"
SERIES
id,label,description
WM_SAN_GARO20180319_CHART5_ON_H_DEALER,"ON-H_DEALER","Dealer-supplied liquidity on high trading volumes days, Ontario ($B)"
WM_SAN_GARO20180319_CHART5_ON_H_CUSTOMER,"ON-H_CUSTOMER","Customer-supplied liquidity on high trading volumes days, Ontario ($B)"
WM_SAN_GARO20180319_CHART5_ON_L_DEALER,"ON-L_DEALER","Dealer-supplied liquidity on low trading volumes days, Ontario ($B)"
WM_SAN_GARO20180319_CHART5_ON_L_CUSTOMER,"ON-L_CUSTOMER","Customer-supplied liquidity on low trading volumes days, Ontario ($B)"
WM_SAN_GARO20180319_CHART5_QC_H_DEALER,"QC-H_DEALER","Dealer-supplied liquidity on high trading volumes days, Quebec ($B)"
WM_SAN_GARO20180319_CHART5_QC_H_CUSTOMER,"QC-H_CUSTOMER","Customer-supplied liquidity on high trading volumes days, Quebec ($B)"
WM_SAN_GARO20180319_CHART5_QC_L_DEALER,"QC-L_DEALER","Dealer-supplied liquidity on low trading volumes days, Quebec ($B)"
WM_SAN_GARO20180319_CHART5_QC_L_CUSTOMER,"QC-L_CUSTOMER","Customer-supplied liquidity on low trading volumes days, Quebec ($B)"
WM_SAN_GARO20180319_CHART5_OTHERS_H_DEALER,"OTHERS-H_DEALER","Dealer-supplied liquidity on high trading volumes days, Other provinces ($B)"
WM_SAN_GARO20180319_CHART5_OTHERS_H_CUSTOMER,"OTHERS-H_CUSTOMER","Customer-supplied liquidity on high trading volumes days, Other provinces ($B)"
WM_SAN_GARO20180319_CHART5_OTHERS_L_DEALER,"OTHERS-L_DEALER","Dealer-supplied liquidity on low trading volumes days, Other provinces ($B)"
WM_SAN_GARO20180319_CHART5_OTHERS_L_CUSTOMER,"OTHERS-L_CUSTOMER","Customer-supplied liquidity on low trading volumes days, Other provinces ($B)"
WM_SAN_GARO20180319_CHART5_CORP_H_DEALER,"CORP-H_DEALER","Dealer-supplied liquidity on high trading volumes days, Corporates ($B)"
WM_SAN_GARO20180319_CHART5_CORP_H_CUSTOMER,"CORP-H_CUSTOMER","Customer-supplied liquidity on high trading volumes days, Corporates ($B)"
WM_SAN_GARO20180319_CHART5_CORP_L_DEALER,"CORP-L_DEALER","Dealer-supplied liquidity on low trading volumes days, Corporates ($B)"
WM_SAN_GARO20180319_CHART5_CORP_L_CUSTOMER,"CORP-L_CUSTOMER","Customer-supplied liquidity on low trading volumes days, Corporates ($B)"
OBSERVATIONS
date,WM_SAN_GARO20180319_CHART5_ON_H_DEALER,WM_SAN_GARO20180319_CHART5_ON_H_CUSTOMER,WM_SAN_GARO20180319_CHART5_ON_L_DEALER,WM_SAN_GARO20180319_CHART5_ON_L_CUSTOMER,WM_SAN_GARO20180319_CHART5_QC_H_DEALER,WM_SAN_GARO20180319_CHART5_QC_H_CUSTOMER,WM_SAN_GARO20180319_CHART5_QC_L_DEALER,WM_SAN_GARO20180319_CHART5_QC_L_CUSTOMER,WM_SAN_GARO20180319_CHART5_OTHERS_H_DEALER,WM_SAN_GARO20180319_CHART5_OTHERS_H_CUSTOMER,WM_SAN_GARO20180319_CHART5_OTHERS_L_DEALER,WM_SAN_GARO20180319_CHART5_OTHERS_L_CUSTOMER,WM_SAN_GARO20180319_CHART5_CORP_H_DEALER,WM_SAN_GARO20180319_CHART5_CORP_H_CUSTOMER,WM_SAN_GARO20180319_CHART5_CORP_L_DEALER,WM_SAN_GARO20180319_CHART5_CORP_L_CUSTOMER
2017-08-21,1.866,0.165,1.484,0.011,0.789,0.096,0.561,0.004,0.503,0.108,0.208,0.001,0.291,0.042,0.249,0.002